pith:PSEJT6MQ
Model Checking for Regressions Based on Weighted Residual Processes with Diverging Number of Predictors
Weighted residual processes yield a valid specification test for parametric regressions when the number of predictors diverges with sample size.
arxiv:2604.14649 v2 · 2026-04-16 · stat.ME · math.ST · stat.TH
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Claims
We propose a new specification test based on weighted residual processes for evaluating the parametric form of the regression mean function in high-dimensional settings where the number of predictors increases with the sample size. We establish the asymptotic properties of the test statistic under the null hypothesis and under global and local alternatives. The proposed test maintains the nominal significance level and can detect local alternatives that deviate from the null hypothesis at the parametric rate 1/√n. Furthermore, we propose a smooth residual bootstrap to approximate the limiting null distribution and establish its validity in high-dimensional settings.
The approach relies on unspecified regularity conditions and rates for the diverging dimension p_n relative to n that allow the weighted residual process to have non-degenerate limits and the bootstrap to be consistent; these are invoked for the asymptotic theory but not detailed in the abstract.
A new test based on weighted residual processes with smooth bootstrap maintains correct size and detects local alternatives at rate 1/sqrt(n) for regression model checking when predictor dimension diverges with sample size.
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| First computed | 2026-07-22T00:22:34.428185Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
7c8899f990b6d1d173ebd9ee8124277b75e35b29e2673d77e50d21e28a956d14
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/PSEJT6MQW3I5C47L3HXICJBHPN \
| jq -c '.canonical_record' \
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Canonical record JSON
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